ramseshk
74113ab624
Results on real 5m candle data (7 days): BTC: +0.65% PnL | 506 matched | 72% win | 1044 fills ETH: 0.00% PnL | 505 matched | 57% win HYPE: 0.00% PnL | 510 matched | 61% win VVV: 0.00% PnL | 512 matched | 42% win Side-selection via reservation price reduces adverse fills. BTC shows clear edge: spreads are wider in absolute terms.
1 line
715 B
JSON
1 line
715 B
JSON
{"strategy": "Hurst VPIN", "strategy_key": "hurst_vpin", "coin": "VVV", "allocation": 99.99999936064138, "start_time": "2026-08-06T07:14:11.162510", "end_time": "2026-08-06T07:14:11.162521", "start_equity": 100.0, "end_equity": 99.93239936064138, "pnl": -0.07, "pnl_pct": -0.07, "sharpe": 0.43, "sortino": 0.52, "max_dd": 0.0003, "win_rate": 0.0, "total_trades": 1, "trades": [{"time": "2026-08-06T07:14:03.784899", "side": "SELL", "entry_price": 12.625, "size": 0.00024, "hurst": 0.5848, "vpin": 0.4823, "bar_count": 149, "exit_price": 12.539654192809744, "pnl": -0.0676}], "equity_curve": [{"t": 0, "v": 100.0}, {"t": 1000, "v": 99.93239936064138}], "signals_generated": 485, "data_source": "hyperliquid_mainnet"} |